-26.9%
CCL vs CLBK
+67.6%
-94.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | -4.4% | -1.5% | -2.9% | -3.6% |
| 30D | -18.2% | +6.7% | -24.9% | -21.4% |
| 3M | -17.7% | +21.2% | -38.9% | -27.6% |
| 6M | -13.0% | +42.0% | -55.0% | -31.0% |
| YTD | -24.5% | +63.3% | -87.7% | -43.9% |
| 1Y | -26.9% | +65.4% | -92.3% | -46.8% |
| All | -26.9% | +67.6% | -94.5% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling